Strategy Tester Report
TSD_v11_MT4_JB_OsMA_Daily
AlpariUK-Demo (Build 226)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.04.01 00:00 - 2010.04.30 00:00 (2010.04.01 - 2010.04.30) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | Lots=1; TakeProfit=100; Stoploss=0; TrailingStop=60; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 172.00 | Gross profit | 405.00 | Gross loss | -233.00 |
Profit factor | 1.74 | Expected payoff | 28.67 | ||
Absolute drawdown | 337.00 | Maximal drawdown | 671.00 (6.39%) | Relative drawdown | 6.39% (671.00) |
Total trades | 6 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 6 (83.33%) |
Profit trades (% of total) | 5 (83.33%) | Loss trades (% of total) | 1 (16.67%) | ||
Largest | profit trade | 195.00 | loss trade | -233.00 | |
Average | profit trade | 81.00 | loss trade | -233.00 | |
Maximum | consecutive wins (profit in money) | 5 (405.00) | consecutive losses (loss in money) | 1 (-233.00) | |
Maximal | consecutive profit (count of wins) | 405.00 (5) | consecutive loss (count of losses) | -233.00 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.05 00:07 | buy stop | 1 | 1.00 | 1.35906 | 1.34748 | 1.36006 | ||
2 | 2010.04.06 00:07 | modify | 1 | 1.00 | 1.35381 | 1.34602 | 1.36006 | ||
3 | 2010.04.07 00:06 | modify | 1 | 1.00 | 1.34967 | 1.33548 | 1.36006 | ||
4 | 2010.04.08 00:07 | modify | 1 | 1.00 | 1.34083 | 1.33259 | 1.36006 | ||
5 | 2010.04.09 00:07 | modify | 1 | 1.00 | 1.33661 | 1.32826 | 1.36006 | ||
6 | 2010.04.09 01:10 | buy | 1 | 1.00 | 1.33661 | 1.32826 | 1.36006 | ||
7 | 2010.04.09 01:22 | modify | 1 | 1.00 | 1.33661 | 1.33675 | 1.33835 | ||
8 | 2010.04.09 01:30 | modify | 1 | 1.00 | 1.33661 | 1.33699 | 1.33859 | ||
9 | 2010.04.09 01:47 | modify | 1 | 1.00 | 1.33661 | 1.33732 | 1.33892 | ||
10 | 2010.04.09 01:55 | modify | 1 | 1.00 | 1.33661 | 1.33768 | 1.33928 | ||
11 | 2010.04.09 01:59 | s/l | 1 | 1.00 | 1.33768 | 1.33768 | 1.33928 | 107.00 | 10107.00 |
12 | 2010.04.09 04:07 | buy stop | 2 | 1.00 | 1.33661 | 1.32826 | 1.33761 | ||
13 | 2010.04.09 08:15 | buy | 2 | 1.00 | 1.33661 | 1.32826 | 1.33761 | ||
14 | 2010.04.09 08:15 | modify | 2 | 1.00 | 1.33661 | 1.33667 | 1.33827 | ||
15 | 2010.04.09 08:22 | modify | 2 | 1.00 | 1.33661 | 1.33696 | 1.33856 | ||
16 | 2010.04.09 08:27 | s/l | 2 | 1.00 | 1.33696 | 1.33696 | 1.33856 | 35.00 | 10142.00 |
17 | 2010.04.16 00:07 | buy stop | 3 | 1.00 | 1.36666 | 1.35211 | 1.36766 | ||
18 | 2010.04.19 00:07 | modify | 3 | 1.00 | 1.35813 | 1.34720 | 1.36766 | ||
19 | 2010.04.20 00:07 | modify | 3 | 1.00 | 1.34974 | 1.34161 | 1.36766 | ||
20 | 2010.04.20 02:50 | buy | 3 | 1.00 | 1.34974 | 1.34161 | 1.36766 | ||
21 | 2010.04.20 11:23 | modify | 3 | 1.00 | 1.34974 | 1.35009 | 1.35169 | ||
22 | 2010.04.20 11:26 | t/p | 3 | 1.00 | 1.35169 | 1.35009 | 1.35169 | 195.00 | 10337.00 |
23 | 2010.04.20 14:06 | buy stop | 4 | 1.00 | 1.34974 | 1.34161 | 1.35074 | ||
24 | 2010.04.22 00:07 | modify | 4 | 1.00 | 1.34473 | 1.33579 | 1.35074 | ||
25 | 2010.04.23 00:06 | modify | 4 | 1.00 | 1.34213 | 1.32588 | 1.35074 | ||
26 | 2010.04.26 00:07 | modify | 4 | 1.00 | 1.33998 | 1.32013 | 1.35074 | ||
27 | 2010.04.26 23:15 | buy | 4 | 1.00 | 1.33998 | 1.32013 | 1.35074 | ||
28 | 2010.04.26 23:15 | modify | 4 | 1.00 | 1.33998 | 1.34006 | 1.34166 | ||
29 | 2010.04.26 23:22 | modify | 4 | 1.00 | 1.33998 | 1.34040 | 1.34200 | ||
30 | 2010.04.26 23:27 | s/l | 4 | 1.00 | 1.34040 | 1.34040 | 1.34200 | 42.00 | 10379.00 |
31 | 2010.04.28 00:06 | buy stop | 5 | 1.00 | 1.34134 | 1.31439 | 1.34234 | ||
32 | 2010.04.29 00:07 | modify | 5 | 1.00 | 1.32661 | 1.31143 | 1.34234 | ||
33 | 2010.04.29 12:15 | buy | 5 | 1.00 | 1.32661 | 1.31143 | 1.34234 | ||
34 | 2010.04.29 12:15 | modify | 5 | 1.00 | 1.32661 | 1.32665 | 1.32825 | ||
35 | 2010.04.29 12:22 | modify | 5 | 1.00 | 1.32661 | 1.32687 | 1.32847 | ||
36 | 2010.04.29 12:32 | s/l | 5 | 1.00 | 1.32687 | 1.32687 | 1.32847 | 26.00 | 10405.00 |
37 | 2010.04.29 13:07 | buy stop | 6 | 1.00 | 1.32661 | 1.31143 | 1.32761 | ||
38 | 2010.04.29 13:50 | buy | 6 | 1.00 | 1.32661 | 1.31143 | 1.32761 | ||
39 | 2010.04.29 23:59 | close at stop | 6 | 1.00 | 1.32428 | 1.31143 | 1.32761 | -233.00 | 10172.00 |